+1,315.5%
FERG vs MKC
+298.1%
+1,017.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.9% | -4.3% | +5.2% | +1.5% |
| 30D | -15.1% | -3.1% | -12.0% | -14.7% |
| 3M | -4.8% | +6.8% | -11.7% | -5.8% |
| 6M | -2.5% | -18.3% | +15.9% | 0.0% |
| YTD | +1.8% | -23.1% | +24.9% | +5.1% |
| 1Y | -0.3% | -23.7% | +23.4% | +2.9% |
| 3Y | +52.9% | -31.0% | +83.9% | +59.2% |
| 5Y | +69.3% | -33.5% | +102.8% | +76.1% |
| 10Y | +352.7% | +30.3% | +322.4% | +346.4% |
| All | +1,315.5% | +298.1% | +1,017.4% | +1,114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling